-46.0%
CPNG vs KIM
+34.6%
-80.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.9% |
| 7D | -6.8% | +0.1% | -6.9% | -6.8% |
| 30D | +5.5% | +14.1% | -8.6% | -2.2% |
| 3M | -6.8% | +6.0% | -12.7% | -9.8% |
| 6M | -4.8% | +13.2% | -18.1% | -12.4% |
| YTD | -35.6% | +30.4% | -66.0% | -46.0% |
| 1Y | -46.8% | +31.0% | -77.8% | -55.6% |
| 3Y | -0.8% | +67.6% | -68.4% | -33.8% |
| All | -46.0% | +34.6% | -80.6% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded KIM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling